+11.1%
SMR vs CHD
+4.3%
+6.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.0% | +17.3% | +14.5% |
| 7D | +21.4% | -2.9% | +24.3% | +20.3% |
| 30D | +13.8% | -6.2% | +20.1% | +11.6% |
| 3M | +3.9% | +1.6% | +2.3% | +5.1% |
| 6M | -4.2% | -3.5% | -0.7% | -4.3% |
| YTD | -21.1% | +16.2% | -37.3% | -16.6% |
| 1Y | -67.1% | +3.4% | -70.5% | -66.1% |
| 3Y | +88.9% | +4.6% | +84.2% | +97.7% |
| All | +11.1% | +4.3% | +6.8% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling